Sensitivity analysis - How to detect important factors in large models
In this work we propose a sensitivity analysis method which is effective in identifying the few important factors in a model that contains many factors, with a relatively small number of model evaluations. The method is convenient when the number of factors is so large, and/or the model execution time is such, to make the computational cost of more sophisticated techniques excessive. The method is conceptually simple and can be though as an expansion of a derivative-based approach, although it overcomes the limitation of a local derivative-based approach as it attempts to explore the whole input space.
Bibliographic Reference: EUR 22798 EN (2007), 21 pp. Free of charge
Availability: Katalogue Number: LB-NA-22798-EN-C The PDF version can be downloaded from: http://bookshop.europa.eu
Record Number: 200819819 / Last updated on: 2008-05-05
Original language: en
Available languages: en